

    \filetitle{get}{Query VAR object properties}{VAR/get}

	\paragraph{Syntax}

\begin{verbatim}
Ans = get(V,Query)
[Ans,Ans,...] = get(V,Query,Query,...)
\end{verbatim}

\paragraph{Input arguments}

\begin{itemize}
\item
  \texttt{V} {[} VAR {]} - VAR object.
\item
  \texttt{Query} {[} char {]} - Query to the VAR object.
\end{itemize}

\paragraph{Output arguments}

\begin{itemize}
\tightlist
\item
  \texttt{Ans} {[} \ldots{} {]} - Answer to the query.
\end{itemize}

\paragraph{Valid queries to VAR
objects}

\subparagraph{VAR variables}

\begin{itemize}
\item
  \texttt{\textquotesingle{}yList\textquotesingle{}} -- Returns {[}
  cellstr {]} the names of endogenous variables.
\item
  \texttt{\textquotesingle{}eList\textquotesingle{}} -- Returns {[}
  cellstr {]} the names of residuals or shocks.
\item
  \texttt{\textquotesingle{}iList\textquotesingle{}} -- Returns {[}
  cellstr {]} the names of conditioning (forecast) instruments.
\item
  \texttt{\textquotesingle{}ny\textquotesingle{}} -- Returns {[} numeric
  {]} the number of variables.
\item
  \texttt{\textquotesingle{}ne\textquotesingle{}} -- Returns {[} numeric
  {]} the number of residuals or shocks.
\item
  \texttt{\textquotesingle{}ni\textquotesingle{}} -- Returns {[} numeric
  {]} the number of conditioning (forecast) instruments.
\end{itemize}

\subparagraph{System matrices}

\begin{itemize}
\item
  \texttt{\textquotesingle{}A\#\textquotesingle{}},
  \texttt{\textquotesingle{}A*\textquotesingle{}},
  \texttt{\textquotesingle{}A\$\textquotesingle{}} -- Returns {[}
  numeric {]} the transition matrix in one of the three possible forms;
  see Description.
\item
  \texttt{\textquotesingle{}K\textquotesingle{}},
  \texttt{\textquotesingle{}const\textquotesingle{}} -- Returns {[}
  numeric {]} the constant vector or matrix (the latter for panel VARs).
\item
  \texttt{\textquotesingle{}J\textquotesingle{}} -- Returns {[} numeric
  {]} the coefficient matrix in front of exogenous inputs.
\item
  \texttt{\textquotesingle{}Omg\textquotesingle{}},
  \texttt{\textquotesingle{}Omega\textquotesingle{}} -- Returns {[}
  numeric {]} the covariance matrix of one-step-ahead forecast errors,
  i.e.~reduced-form residuals. Note that this query returns the same
  matrix also for structural VAR (SVAR) objects.
\item
  \texttt{\textquotesingle{}Sgm\textquotesingle{}},
  \texttt{\textquotesingle{}Sigma\textquotesingle{}} -- Returns {[}
  numeric {]} the covariance matrix of the VAR parameter estimates; the
  matrix is non-empty only if the option
  \texttt{\textquotesingle{}covParam=\textquotesingle{}} has been set to
  \texttt{true} at estimation time.
\item
  \texttt{\textquotesingle{}G\textquotesingle{}} -- Returns {[} numeric
  {]} the coefficient matrix on cointegration terms.
\end{itemize}

\subparagraph{Information criteria}

\begin{itemize}
\item
  \texttt{\textquotesingle{}AIC\textquotesingle{}} -- Returns {[}
  numeric {]} Akaike information criterion.
\item
  \texttt{\textquotesingle{}SBC\textquotesingle{}} -- Returns {[}
  numeric {]} Schwarz bayesian criterion.
\end{itemize}

\subparagraph{Other queries}

\begin{itemize}
\item
  \texttt{\textquotesingle{}cumLong\textquotesingle{}} -- Returns {[}
  numeric {]} the matrix of long-run cumulative responses.
\item
  \texttt{\textquotesingle{}nFree\textquotesingle{}} -- Returns {[}
  numeric {]} the number of freely estimated (hyper-) parameters.
\item
  \texttt{\textquotesingle{}order\textquotesingle{}},
  \texttt{\textquotesingle{}p\textquotesingle{}} -- Returns {[} numeric
  {]} the order of the VAR object.
\end{itemize}

\paragraph{Description}

\subparagraph{Transition matrix}

There are three queries to request the VAR transition matrix:
\texttt{\textquotesingle{}A\#\textquotesingle{}},
\texttt{\textquotesingle{}A*\textquotesingle{}},
\texttt{\textquotesingle{}A\$\textquotesingle{}}. They differ in how the
higher-order transition matrices are arranged.

\begin{itemize}
\item
  \texttt{\textquotesingle{}A\#\textquotesingle{}} returns
  \texttt{cat(3,I,-A1,...,-Ap)} where \texttt{I} is an identity matrix,
  and \texttt{A1}, \ldots{} \texttt{Ap} are the coefficient matrices on
  individual lags.
\item
  \texttt{\textquotesingle{}A\#\textquotesingle{}} returns
  \texttt{cat(3,A1,...,Ap)} where \texttt{A1}, \ldots{} \texttt{Ap} are
  the coefficient matrices on individual lags.
\item
  \texttt{\textquotesingle{}A\$\textquotesingle{}} returns
  \texttt{{[}A1,...,Ap{]}} where \texttt{A1}, \ldots{} \texttt{Ap} are
  the coefficient matrices on individual lags.
\end{itemize}

\paragraph{Example}


